4 Answers
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If your computer can boot from a USB device, such as a USB stick, I'd recommend installing Ubuntu on such a device. You can then choose to either boot off the USB stick to enjoy Linux, or boot normally from your hard disk if you want to get back to Vista. I wish we could do the other way around, keeping Vista on USB stick.

This will give you an actual installation of Linux, as opposed to a LIVE version, where most likely all your changes will be lost once you reboot. But also, it will give you a better speed. Not as fast as an internal SATA hard could give you, but closer to reality than booting off a CD.

Also, if you use a free (and open source) program known as UNETBOOTIN, under Windows, you can transfer a distro such as Ubuntu from its ISO file to an actual USB device, from which you can boot. Then you can install Linux, or use it LIVE, as usually.

I use UNETBOOTIN to put my favorite distro on a memory stick, from which I can then install on other computers quickly, and I do many installations. As far as my personal favorite distro, I would use UBUNTU, but I read that there are some hardware issues with the latest, 9.10. You should be safe with 9.04.

You have several options in this scenario, I would recommend one of the following

Download a LiveCD. A lot of the flavours of Linux have a LiveCD, you can boot from this CD into the linux operating system to give you a feel for the operating system. It can potentially be a little slow as your running off a CD, but it gives you a good insight to what you're letting yourself into. The plus side is that it doesn't touch your Vista installation so no harm will be done.

Install VirtualBox, then install a distro of your choice. This would be the best option as you get to learn how the installation is performed, and if you restart you won't lose any data as you're not running from a CD.

As far as choosing a linux distro, Ubuntu is very popular and user friendly, if you prefer more of a challenge and don't want to be spoon fed with setup wizards, try Slackware, its not normally recommended to beginners, but worth a shot!

If you do go with Ubuntu, when you install it there's an option to "install inside windows". There are a few things missing (it doesn't hibernate properly, that is the one that comes to mind) but for the most part you get a full install and you can choose when you boot up whether you want Windows or Linux.